Contemporary robots have become exceptionally skilled at achieving specific tasks in structured environments. However, they often fail when faced with the limitless permutations of real-world unstructured environments. This motivates robotics methods which learn from experience, rather than follow a pre-defined set of rules. In this thesis, we present a range of learning-based methods aimed at enabling robots, operating in dynamic and unstructured environments, to better understand their surroundings, anticipate the actions of others, and take informed actions accordingly.